+164.5%
PEG vs USFD
+375.5%
-211.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.5% | -0.2% | +1.6% | +1.5% |
| 30D | +5.0% | +12.3% | -7.3% | +2.2% |
| 3M | -0.3% | -0.7% | +0.4% | -0.4% |
| 6M | -2.7% | +31.3% | -33.9% | -8.8% |
| YTD | -5.1% | +45.7% | -50.8% | -13.6% |
| 1Y | -8.3% | +52.1% | -60.4% | -17.3% |
| 3Y | +33.0% | +158.2% | -125.2% | +5.4% |
| 5Y | +41.3% | +213.8% | -172.5% | +4.6% |
| 10Y | +164.5% | +367.0% | -202.5% | +63.9% |
| All | +164.5% | +375.5% | -211.0% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling